A personal friend of the Tolkien family (a friendship which contributed to his conversion to Roman Catholicism) since 1944, Murray was entrusted by J.R.R. Tolkien to proofread drafts and manuscripts of The Lord of the Rings. Tolkien and Murray corresponded frequently, especially on matters of religion, and several letters from Murray were published in The Letters of J.R.R. Tolkien (letters 142, 156, 209)

On 1 August1959 Tolkien served Murray's first Mass, and on 6 September1973, four days of the death of Tolkien, he assisted in a requiem Mass for Tolkien in the Church of St Anthony of Padua in Headington, Oxford.